Temporal and spatial Lagrangean decompositions in multi-site, multi-period production planning problems with sequence-dependent changeovers

We address in this paper the optimization of a multi-site, multi-period, and multi-product planning problem with sequence-dependent changeovers, which is modeled as a mixed-integer linear programming (MILP) problem. Industrial instances of this problem require the planning of a number of production and distribution sites over a time span of several months. Temporal and spatial Lagrangean decomposition schemes can be useful for solving these types of large-scale production planning problems. In this paper we present a theoretical result on the relative size of the duality gap of the two decomposition alternatives. We also propose a methodology for exploiting the economic interpretation of the Lagrange multipliers to speed the convergence of numerical algorithms for solving the temporal and spatial Lagrangean duals. The proposed methods are applied to the multi-site multi-period planning problem in order to illustrate their computational effectiveness.     

Integrated planning and scheduling under production uncertainties: Bi-level model formulation and hybrid solution method

We propose a novel method for integrating planning and scheduling problems under production uncertainties. The integrated problem is formulated into a bi-level program. The planning problem is solved in the upper level, while the scheduling problems in the planning periods are solved under uncertainties in the lower level. The planning and scheduling problems are linked via service level constraints. To solve the integrated problem, a hybrid method is developed, which iterates between a mixed-integer linear programming solver for the planning problem and an agent-based reactive scheduling method. If the service level constraints are not met, a cutting plane constraint is generated by the agent-based scheduling method and appended to the planning problem which is solved to determine new production quantities. The hybrid method returns an optimality gap for validating the solution quality. The proposed method is demonstrated by two complicated problems which are solved efficiently with small gaps less than 1%.     

A Lagrangean decomposition approach for oil supply chain investment planning under uncertainty with risk considerations

We present a scenario decomposition framework based on Lagrangean decomposition for the multi-product, multi-period, supply investment planning problem considering network design and discrete capacity expansion under demand uncertainty. We also consider a risk measure that allows to reduce the probability of incurring in high costs while preserving the decomposable structure of the problem. To solve the resulting large-scale two-stage mixed-integer stochastic linear programming problem we propose a novel Lagrangean decomposition scheme, and compare different formulations for the non-anticipativity conditions. In addition, we present a new hybrid algorithm for updating the Lagrangean multiplier set based on the combination of cutting-plane, subgradient and trust-region strategies. Numerical results suggest that different formulations of the non-anticipativity conditions have a significant impact on the performance of the algorithm. Moreover, we observe that the proposed hybrid approach has superior performance in terms of faster computational times when compared with the traditional subgradient algorithm.     

Rolling horizon based planning and scheduling integration with production capacity consideration

The rolling horizon method has been proposed to address the integrated production planning and scheduling optimization problem. Since the method can generally result in small-scale optimization model and fast solution, it has been used in a number of applications in realistic industrial planning and scheduling problems. In this paper, it is first pointed out that the incorporation of valid production capacity information into the planning model can improve the solution quality in the rolling horizon solution framework. A novel method is then proposed to derive the production capacity information representing the detail scheduling model based on parametric programming technique. A heuristic process network decomposition strategy is further applied to reduce the computational effort needed for larger and more complex process networks. Several case studies have been studied, which illustrate the efficiency of the proposed methodology in improving the solution quality of rolling horizon method for integrated planning and scheduling optimization.     

Integration of production scheduling and dynamic optimization for multi-product CSTRs: Generalized Benders decomposition coupled with global mixed-integer fractional programming

Integration of production scheduling and dynamic optimization can improve the overall performance of multi-product CSTRs. However, the integration leads to a mixed-integer dynamic optimization problem, which could be challenging to solve. We propose two efficient methods based on the generalized Bender decomposition framework that take advantage of the special structures of the integrated problem. The first method is applied to a time-slot formulation. The decomposed primal problem is a set of separable dynamic optimization problems and the master problem is a mixed-integer nonlinear fractional program. The master problem is then solved to global optimality by a fractional programming algorithm, ensuring valid Benders cuts. The second decomposition method is applied to a production sequence formulation. Similar to the first method, the second method uses a fractional programming algorithm to solve the master problem. Compared with the simultaneous method, the proposed decomposition methods can reduce the computational time by over two orders of magnitudes for a polymer production process in a CSTR.     

A new Lagrangian decomposition approach applied to the integration of refinery planning and crude-oil scheduling

The aim of this paper is to introduce a methodology to solve a large-scale mixed-integer nonlinear program (MINLP) integrating the two main optimization problems appearing in the oil refining industry: refinery planning and crude-oil operations scheduling. The proposed approach consists of using Lagrangian decomposition to efficiently integrate both problems. The main advantage of this technique is to solve each problem separately. A new hybrid dual problem is introduced to update the Lagrange multipliers. It uses the classical concepts of cutting planes, subgradient, and boxstep. The proposed approach is compared to a basic sequential approach and to standard MINLP solvers. The results obtained on a case study and a larger refinery problem show that the new Lagrangian decomposition algorithm is more robust than the other approaches and produces better solutions in reasonable times.     

Multi-bucket optimization for integrated planning and scheduling in the perishable dairy supply chain

This paper considers a dairy industry problem on integrated planning and scheduling of set yoghurt production. A mixed integer linear programming formulation is introduced to integrate tactical and operational decisions and a heuristic approach is proposed to decompose time buckets of the decisions. The decomposition heuristic improves computational efficiency by solving big bucket planning and small bucket scheduling problems. Further, mixed integer linear programming and constraint programming methodologies are combined with the algorithm to show their complementary strengths. Numerical studies using illustrative data with high demand granularity (i.e., a large number of small-sized customer orders) demonstrate that the proposed decomposition heuristic has consistent results minimizing the total cost (i.e., on average 8.75% gap with the best lower bound value found by MILP) and, the developed hybrid approach is capable of solving real sized instances within a reasonable amount of time (i.e., on average 92% faster than MILP in CPU time).     

Supply chain planning and scheduling integration using Lagrangian decomposition in a knowledge management environment

The integration of planning and scheduling decisions in rigorous mathematical models usually results in large scale problems. In order to tackle the problem complexity, decomposition techniques based on duality and information flows between a master and a set of subproblems are widely applied. In this sense, ontologies improve information sharing and communication in enterprises and can even represent holistic mathematical models facilitating the use of analytic tools and providing higher flexibility for model building. In this work, we exploit this ontologies’ capability to address the optimal integration of planning and scheduling using a Lagrangian decomposition approach. Scheduling/planning sub-problems are created for each facility/supply chain entity and their dual solution information is shared by means of the ontological framework. Two case studies based on a STN representation of supply chain planning and scheduling models are presented to emphasize the advantages and limitations of the proposed approach.     

Lagrangean-based techniques for the supply chain management of flexible process networks

The supply chain optimization of continuous process networks is essential for most chemical companies. The dynamic nature of this problem leads to systems that involve several types of chemicals as well as multiple time periods, and ultimately are represented with complex and large combinatorial optimization models. Since, these models become very difficult to solve and sometimes are not even solvable, they require the use of decomposition methods, so that they can be solved efficiently and effectively. This work develops decomposition techniques for a continuous flexible process network (CFPN) model. The techniques include Lagrangean decomposition, Lagrangean relaxation, and Lagrangean/surrogate relaxation, coupled with subgradient and modified subgradient optimization. Several schemes derived from the techniques are proposed and applied to the process network model. The results from the full-scale solution and the proposed decomposition schemes are presented and compared.     

A pattern matching method for large‐scale multipurpose process scheduling

This article proposes a novel pattern matching method for the large‐scale multipurpose process scheduling with variable or constant processing times. For the commonly used mathematical programming models, large‐scale scheduling with long‐time horizons implies a large number of binary variables and time sequence constraints, which makes the models intractable. Hence, decomposition and cyclic scheduling are often applied to such scheduling. In this work, a long‐time horizon of scheduling is divided into two phases. Phase one is duplicated from a pattern schedule constructed according to the principle that crucial units work continuously, in parallel and/or with full load as possible, exclusive of time‐consuming optimization. Phase two involves a small‐size subproblem that can be optimized easily by a heuristic method. The computational effort of the proposed method does not increase with the problem size. The pattern schedule can be not only used for production/profit maximization but also for makespan estimation and minimization. © 2010 American Institute of Chemical Engineers AIChE J, 2011     

Integrated production planning and scheduling using a decomposition framework

To ensure the consistency between planning and scheduling decisions, the integrated planning and scheduling problem should be addressed. Following the natural hierarchy of decision making, integrated planning and scheduling problem can be formulated as bilevel optimization problem with a single planning problem (upper level) and multiple scheduling subproblems (lower level). Equivalence between the proposed bilevel model and a single level formulation is proved considering the special structure of the problem. However, the resulting model is still computationally intractable because of the integrality restrictions and large size of the model. Thus a decomposition based solution algorithm is proposed in this paper. In the proposed method, the production feasibility requirement is modeled through penalty terms on the objective function of the scheduling subproblems, which is further proportional to the amount of unreachable production targets. To address the nonconvexity of the production cost function of the scheduling subproblems, a convex polyhedral underestimation of the production cost function is developed to improve the solution accuracy. The proposed decomposition framework is illustrated through examples which prove the effectiveness of the method.     

Simultaneous planning and scheduling of single-stage multi-product continuous plants with parallel lines

In this paper we present a multi-period mixed integer linear programming model for the simultaneous planning and scheduling of single-stage multi-product continuous plants with parallel units. While effective for short time horizons, the proposed scheduling model becomes computationally expensive to solve for long time horizons. In order to address this problem, we propose a bi-level decomposition algorithm in which the original problem is decomposed into an upper level planning and a lower level scheduling problem. For the representation of the upper level, we propose an MILP model which is based on a relaxation of the original model, but accounts for the effects of scheduling by incorporating sequencing constraints, which results in very tight upper bounds. In the lower level the simultaneous planning and scheduling model is solved for a subset of products predicted by the upper level. These sub-problems are solved iteratively until the upper and lower bounds converge. A number of examples are presented that show that the planning model can often obtain the optimal schedule in one single iteration.     

基于分片线性逼近的聚氯乙烯生产计划优化分解算法

聚氯乙烯全流程生产过程计划优化往往描述为复杂MINLP模型,求解难度非常大,为此引入分片线性技术逼近实际生产中的非线性特征,建立基于HH的MILP模型,进一步提出一种基于离线层级模型的分解算法来加速求解过程：第一层在对生产设备以最优能耗点进行层级划分得到离线层级模型的基础上优化一个等价MILP问题,确定表征设备操作状态的二值变量;第二层以HH模型为基础,在二值变量确定的情况下,代入计划优化模型调整设备的工作点,最终确定模型的最优操作决策方案。最后,以一个实际工厂规模的案例来验证模型和算法的有效性,结果表明本算法在基本不损失优化结果性能的前提下可以大大提高求解效率,缩短求解时间达99%以上。     

考虑需求不确定性的化工生产计划与调度集成

生产计划与调度是化工供应链优化中两个重要的决策问题。为了提高生产决策的效率,不仅要对计划与调度进行集成,而且要考虑不确定性的影响。对于多周期生产计划与调度问题,首先在每个生产周期内,分别建立计划与调度的确定性模型,通过产量关联对二者进行集成。然后考虑需求不确定性,使用有限数量的场景表达决策变量,建立二阶段随机规划模型。最后运用滚动时域求解策略,使计划与调度结果在迭代过程中达到一致。实例结果表明,在考虑需求不确定性时,与传统方法相比,随机规划方法可以降低总费用,结合计划与调度的分层集成策略,实现了生产操作性和经济性的综合优化。     

Integrated multi‐echelon supply chain design with inventories under uncertainty: MINLP models,computational strategies

We address in this article a problem that is of significance to the chemical industry, namely, the optimal design of a multi‐echelon supply chain and the associated inventory systems in the presence of uncertain customer demands. By using the guaranteed service approach to model the multi‐echelon stochastic inventory system, we develop an optimization model to simultaneously determine the transportation, inventory, and network structure of a multi‐echelon supply chain. The model is an MINLP with a nonconvex objective function including bilinear, trilinear, and square root terms. By exploiting the properties of the basic model, we reformulate this problem as a separable concave minimization program. A spatial decomposition algorithm based on the integration of Lagrangean relaxation and piecewise linear approximation is proposed to obtain near global optimal solutions with reasonable computational expense. Examples for specialty chemicals and industrial gas supply chains with up to 15 plants, 100 potential distribution centers, and 200 markets are presented. © 2009 American Institute of Chemical Engineers AIChE J, 2010     

An interior point method implementation for solving large planning problems in the oil refinery industry

Multi-period planning problems in the oil and refinery industry are typically large, sparse, staircase/band diagonal structured and nonlinear optimization problems. Successive linear programming (SLP) type methods have been widely used for solving these planning problems. But, it has long been recognized that the simplex method used in solving linear programs requires a large number of iterations for staircase/band diagonal structured problems. In this paper, we report results of an application of a recently developed interior point method that promises to be many times faster than the simplex method for multi-period planning problems. However, to facilitate the use of interior point method in the current SLP algorithms a hybrid method combining the interior point method and the simplex method is developed. Therefore, the results determined with this hybrid method are qualitatively equivalent to that obtained with the simplex method alone. The CPU times corresponding to the hybrid method are compared with the CPU times of simplex and dual affine methods. The new hybrid method generates a basic feasible solution of the linear programming problem and is approximately 7 times faster than the simplex method on the tested planning problems. Moreover, the interior point and hybrid methods become faster as the problem size increases.     

A hybridized snapshot proper orthogonal decomposition-discrete wavelet transform technique for the analysis of flow structures and their time evolution

A novel hybrid technique has been proposed in order to reveal in a greater detail the turbulent flow structures and their time evolution, and to address the issues and limitations related to the application of snapshot proper orthogonal decomposition (POD) and wavelet transform technique. The proposed hybrid technique combines the inherent abilities of the snapshot proper orthogonal decomposition and the two-dimensional discrete wavelet transform technique. The POD gives us the overall view of the most energetic flow pattern in an ensemble by decomposing the flow field into spatial and temporal modes, while two-dimensional wavelet transform gives us the localized spatial information through scale wise decomposition of the flow field. In this work, we apply the wavelet transform on the POD spatial modes. This enables us to understand the space scale structure of the flow events captured by the spatial POD modes, and the scale wise selectivity of these spatial POD modes. Thus, we are able to relate the most energetic flow events over a period of time (as obtained in spatial modes of snapshot POD) with the localized dominant scales that are contributing to it. Further, this information is utilized in the selection of those pod spatial modes that can effectively reconstruct a flow structure and its time evolution. The proposed technique has also been able to address the issues in the literature concerning the application of POD when the flow is less deterministic, as then a single POD mode may not reveal the flow structure and combination of modes is required to reconstruct it. In the present work, this hybrid methodology has been used to reveal the near wall intermittent events in channel flow: the ascending streaks and the bursts and their time evolution, the vortex tube and leading edge vortices in jet and the Taylor-Couette and irregular small chaotic vortices in Taylor-Couette flow. The planar dataset used for such an analysis has been obtained from particle image velocimetry and large eddy simulation studies.     

Hierarchical decomposition heuristic for scheduling: Coordinated reasoning for decentralized and distributed decision-making problems

This paper presents a new technique for decomposing and rationalizing large decision-making problems into a common and consistent framework. We call this the hierarchical decomposition heuristic (HDH) which focuses on obtaining “globally feasible” solutions to the overall problem, i.e., solutions which are feasible for all decision-making elements in a system. The HDH is primarily intended to be applied as a standalone tool for managing a decentralized and distributed system when only globally consistent solutions are necessary or as a lower bound to a maximization problem within a global optimization strategy such as Lagrangean decomposition. An industrial scale scheduling example is presented that demonstrates the abilities of the HDH as an iterative and integrated methodology in addition to three small motivating examples. Also illustrated is the HDH's ability to support several types of coordinated and collaborative interactions.